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Introduction To Probability

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Introduction To Probability

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© © All Rights Reserved
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Probability

Wawan
Hafid
Syaifudin

Probability

Probability

Wawan Hafid Syaifudin

Department of Actuarial Science


Sepuluh Nopember Institute of Technology

February 5, 2021

Wawan Hafid Syaifudin Probability 1


Outline
Probability

Wawan
Hafid
Syaifudin

Probability

Why do we need to learn about probability?


What is probability?
How to assign probabilities
How to manipulate probabilities and calculate probabilities of complex
events

Wawan Hafid Syaifudin Probability 2


Why do we need probability?
Probability

Wawan
Hafid
Syaifudin

Probability

Figure: Statistical Testing


Wawan Hafid Syaifudin Probability 3
Why do we need probability?
Probability

Wawan
Hafid
Syaifudin

Probability

The conclusions we make about a hypothesis depend upon the sample we


take.
The sample we take may lead us to the wrong conclusion.
We need to know what the chances are of this happening.
Probability is the study of chance.
Thats why we need probability!

Wawan Hafid Syaifudin Probability 4


Example 1: Throwing a die
Probability

Wawan
Hafid
Syaifudin

Probability

Consider the experiment in which we throw a die once. The sample space is

S = {1, 2, 3, 4, 5, 6}
The outcome ”the top face shows a three” is the sample point 3.
The event A1 , that the die shows an even number is the subset
A1 = {2, 4, 6} of the sample space.
The event A2 , that the die shows a number larger than 4 is the subset
A2 = {5, 6} of the sample space.

Wawan Hafid Syaifudin Probability 5


Definitions
Probability

Wawan
Hafid
Syaifudin

Probability

When we talk about probabilities we talk about the probability of events that
might occur in some experiment.
An experiment is some activity with an observable outcome.
The set of all possible outcomes of the experiment is called the sample
space.
A particular outcome is called a sample point.
A collection of possible outcomes is called an event.

Wawan Hafid Syaifudin Probability 6


Calculating simple probabilities
Probability

Wawan
Hafid
Syaifudin

Probability

Simply speaking, the probability of an event is a number between 0 and 1,


inclusive, that indicates how likely the event is to occur.
In some settings, it is natural to assume that all the sample points are equally
likely.
In this case, we can calculate the probability of an event A as

|A|
P(A) =
|S |
where |A| denotes the number of sample points in the event A.

Wawan Hafid Syaifudin Probability 7


Example 1 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability
S = {1, 2, 3, 4, 5, 6} A1 = {2, 4, 6} A2 = {5, 6}
Find :
P(A1 )
P(A2 )
Solution:

|A1 | 3 1
P(A1 ) = = =
|S | 6 2
|A2 | 2 1
P(A2 ) = = =
|S | 6 3

Wawan Hafid Syaifudin Probability 8


Intersection
Probability

Wawan
Hafid
Syaifudin

Probability
What about P(face is even, and larger than 4)?

We can write this event in set notation as A1 ∩ A2 .

This is the intersection of the two events, A1 and A2 .

i.e. the set of elements which belongs to both A1 and A2 .

|A1 ∩ A2 | 1
A1 ∩ A2 = { 6 } → P ( A1 ∩ A2 ) = =
|S | 6

Wawan Hafid Syaifudin Probability 9


Union
Probability

Wawan
Hafid
Syaifudin

Probability
What about P(face is even, or larger than 4)?

We can write this event in set notation as A1 ∪ A2 .

This is the union of the two events, A1 and A2 .

i.e. the set of elements which belong either A1 and A2 , or both.

|A1 ∪ A2 | 4 2
A1 ∪ A2 = {2, 4, 5, 6} → P(A1 ∪ A2 ) = = =
|S | 6 3

Wawan Hafid Syaifudin Probability 10


Complement
Probability

Wawan
Hafid
Syaifudin

Probability
What about P(face is not even)?

We can write this event in set notation as Ac1 .

This is the complement of the event A1 .

i.e. the set of elements which do not belong to A1.

|Ac1 | 3 1
Ac1 = {1, 3, 5} → P(Ac1 ) = = =
|S | 6 2

Wawan Hafid Syaifudin Probability 11


Exercise 1
Probability

Wawan
Hafid
Syaifudin

Probability

Throw a fair die twice.


1 Write down the sample space for this experiment.
2 Calculate the probability of the event E1 that the sum of the faces
showing is less than 9?
3 Calculate the probability of the event E2 that the sum of the faces
showing is even?
4 Calculate the probability of the event E1 ∩ E2 .

Wawan Hafid Syaifudin Probability 12


Probability in more general settings
Probability

Wawan
Hafid
Syaifudin

Probability

In many settings, either the sample space is infinite or all possible outcomes of
the experiment are not equally likely. We still wish to associate probabilities
with events of interest.

Luckily, there are some rules/laws that allow us to calculate and manipulate
such probabilities with ease.

Wawan Hafid Syaifudin Probability 13


Probability Axioms (Building Blocks)
Probability

Wawan
Hafid
Syaifudin

Probability

There are three axioms which we need in order to develop our laws

1 0 ≤ P(A) ≤ 1 for any event A.


2 P(S ) = 1.
3 If A1 , A2 , ..., An are mutually exclusive events, then

P(A1 ∪ A2 ∪ ... ∪ An ) = P(A1 ) + P(A2 ) + ... + P(An )

A set of events are mutually exclusive if at most one of the events can occur
in a given experiment.

Wawan Hafid Syaifudin Probability 14


Probability spaces
Probability

A non-empty set Ω is called a sample space. Subset A ⊂ Ω are called events.


Wawan
Hafid
Syaifudin

Probability Definition 1
F is called a σ−field (or σ−algebra) on Ω if it is a set of events and satisfies:
∅, Ω ∈ F
If A ∈ F , then its complement Ac ∈ F
S∞
If A1 , A2 , ... ∈ F , then i =1 Ai ∈F

Definition 2
A function P : F → [0, 1] is called a probability measure if it satisfies
P( Ω ) = 1
If A1 , A2 , ... ∈ F , and Ai ∩ Aj = ∅ for i 6= j, then
∞ ∞
!
P ∑ P(Ai )
[
Ai =
i =1 i =1

Wawan Hafid Syaifudin Probability 15


Probability spaces (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Definition 3
A probability space (Ω, F , P) is called a probability space.

A probabilty space (Ω, F , P) formalizes the mathematical description of an


experiment involving randomness. It can be interpreted as follows:
The sample space Ω is the set of all possible outcomes of the experiment
The σ−field F is the set of observable or admissible events
The probability measure P assigns a probability of occurrence to each event
A∈F

Wawan Hafid Syaifudin Probability 16


Probability spaces (Example)
Probability

Wawan
Hafid
Syaifudin

Probability Consider an experiment which consists in ipping two coins. We take

Ω = {HH, HT , TH, TT }
as sample space. E.g., the element HT means that the first coin shows heads
and the second coin shows tails. Suppose we can distinguish between the two
coins. Then we can take for F the class of all subsets of Ω. That is,

F1 = {∅, {HH }, {HT }, {TH }, {TT }, {HH, HT }, {HH, TT }, {HH, TH },


{HH, TT }, {HT , TH }, {TH, TT }, {HH, HT , TT }, {HH, TT , TH },
{HH, HT , TH }, {HT , TT , TH }, Ω}

Wawan Hafid Syaifudin Probability 17


Mutually exclusive
Probability

Wawan
Hafid
Syaifudin

Probability

Events A and B are mutually exclusive if A ∩ B = ∅


If A and B are mutually exclusive, then P(A ∩ B ) = P(∅) = 0
If A and B are mutually exclusive events, then P(A ∪ B ) = P(A) + P(B )
In general, let A1 , A2 , ..., An be mutually exclusive events. Then
n
P(A1 ∪ A2 ∪ ... ∪ An ) = ∑ P(Ai )
i =1

Wawan Hafid Syaifudin Probability 18


Complement Law
Probability

Wawan
Hafid
Syaifudin

Probability
Suppose that
A = The event that a randomly selected student from a class has a bike.

What is the probability that a student does not have a bike?

This is the complement of the event A, i.e. Ac

P(Ac ) = 1 − P(A)

For example: If P(A) = 0.36, then P(Ac ) = 1 − 0.36 = 0.64

Wawan Hafid Syaifudin Probability 19


Additional law (Union)
Probability

Wawan Suppose that


Hafid
Syaifudin
A = a randomly selected student from a class has brown eyes.
Probability B = a randomly selected student from a class has black eyes
What is the probability that a student has brown eyes OR black eyes??

This is the union of the two events A and B, i.e. A ∪ B

P(A ∪ B ) = P(A) + P(B ) − P(AB )

P(A ∪ B ∪ C ) = P(A) + P(B ) + P(C ) − P(AB ) − P(AC ) − P(BC ) + P(ABC )

where P(AB ) denotes P(A ∩ B )

Wawan Hafid Syaifudin Probability 20


De Morgan’s law
Probability

Wawan
Hafid
Syaifudin

Probability

De Morgans’s law :
1 (A ∪ B )c = Ac ∩ B c
2 (A ∩ B )c = Ac ∪ B c

Wawan Hafid Syaifudin Probability 21


Visualize set operations with Venn diagrams
Probability

Wawan
Hafid
Syaifudin

Probability

Figure: Venn diagram

Wawan Hafid Syaifudin Probability 22


Example 2
Probability

Wawan
Hafid
Syaifudin

Probability

Single nucleotide polymorphisms (SNPs) are nucleotide positions in a genome


which exhibit variation amongst individuals in a species. In some studies in
humans, SNPs are discovered in European populations. Suppose that of such
SNPs,70% also show variation in an African population,80% show variation in
an Asian population, and 60% exhibit variation in both the African and Asian
population.

Suppose one such SNP is chosen at random, what is the probability that it is
variable in either the African or the Asian population?

Wawan Hafid Syaifudin Probability 23


Example 2 (Continued)
Probability

Wawan
Hafid Write A for the event that the SNP is variable in Africa, and B for the event
Syaifudin
that it is variable in Asia. We are told
Probability

P(A) = 0.7
P(B ) = 0.8
P(A ∩ B ) = 0.6

We require P(A ∪ B ). From the additional law of union, we obtain:

P(A ∪ B ) = P(A) + P(B ) − P(A ∩ B )


= 0.7 + 0.8 − 0.6
= 0.9

Wawan Hafid Syaifudin Probability 24


Conditional probability
Probability

Wawan
Hafid
Syaifudin

Probability

Suppose
A = a randomly selected student from the class has a bike
B = a randomly selected student from the class has black eyes
What is the probability that a student has black eyes GIVEN that the student
has a bike?

⇒ This is a conditional probability. We write this probability as P(B |A)

(pronounced ’probability of B given A’)

Wawan Hafid Syaifudin Probability 25


Conditional probability (continued)
Probability

Wawan
Hafid
Syaifudin
Think of P(B |A) as ’how much of A is taken up by B’
Probability

Then we see that

P(A ∩ B )
P(B |A) =
P(A)

Wawan Hafid Syaifudin Probability 26


Example 3
Probability

Wawan
Hafid
Syaifudin

Probability
For the SNP example what is the probability that a SNP is variable in the
African population given that it is variable in the Asian population?

P(A) = 0.7
P(B ) = 0.8
P(A ∩ B ) = 0.6

We want

P(A ∩ B ) 0.6
P(B |A) = =
P(A) 0.7

Wawan Hafid Syaifudin Probability 27


Multiplication law
Probability

Wawan
Hafid
Syaifudin

Probability
We can rearrange the conditional probability laws to obtain a general
Multiplication Law

P(A ∩ B )
P(B |A) = ⇒ P(B |A).P(A) = P(A ∩ B )
P(A)
Similarly P(A|B ).P(B ) = P(A ∩ B )

P(A ∩ B ) = P(B |A).P(A) = P(A|B ).P(B )

This formula is quite useful in dealing with problems involving sampling


without replacement.

Wawan Hafid Syaifudin Probability 28


Conditional probability (continued)
Probability

Wawan
Hafid
Syaifudin If two events A1 and A2 are mutually exclusive, then
Probability
P[(A1 ∪ A2 ) ∩ B ]
P(A1 ∪ A2 |B ) =
P(B )
P(A1 ∩ B ) ∪ P(A2 ∩ B )
=
P(B )
P(A1 ∩ B ) + P(A2 ∩ B )
=
P(B )
= P(A1 |B ) + P(A2 |B )

⇒ P(A|B ) = 1 − P(Ac |B )
⇒ 0 ≤ P(A|B ) ≤ 1
⇒ P(A1 ∪ A2 |B ) = P(A1 |B ) + P(A2 |B ) − P(A1 ∩ A2 |B )

Wawan Hafid Syaifudin Probability 29


Dependent and independent events
Probability

Wawan
Hafid
Syaifudin
Suppose we toss a fair coin twice. Consider the events A: head on the first
Probability toss and B: head on both tosses.
There apperas to be some dependence. On the other hand, if we define the
event B as B: head on second toss, we do not think that the occurence of A
affects the chances that B will occur.

If we need to reassess the probability of an event B if we are given that the


event A has occured, then we call such a pair of events dependent, and
otherwise we call them independent. We formalize this concept in the
following definition:

Events A and B are independent events if and only if

P(A ∩ B ) = P(A).P(B )

If the events are not independent, we call the events dependent.

Wawan Hafid Syaifudin Probability 30


Dependent and independent events (Continued)
Probability

Wawan
Hafid
Syaifudin
The n events A1 , A2 , ..., An are said to be independent or mutually
Probability independent if

P(A1 ∩ A2 ∩ ... ∩ An ) = P(A1 ).P(A2 )...P(An )

Note that, in the case (provided P(B ) > 0), if A and B are independent, then

P(A ∩ B ) P(A).P(B )
P(A|B ) = = = P(A)
P(B ) P(B )
and similarly P(B |A) = P(B ) (provided P(A) > 0).

So for independent events, knowledge that one of the events has occurred does
not change our assessment of the probability that the other event has occur.

Wawan Hafid Syaifudin Probability 31


Example 4
Probability

Wawan
Hafid
Syaifudin
Suppose we toss a fair coin.
Probability
A = head on the first toss
B = head on the second toss
⇒ Clearly A and B are independent events since the outcome on each toss is
unrelated to other tosses, so:
1
P(A) =
2
1
P(B ) =
2
1
P(A ∩ B ) = P(A).P(B ) =
4

Wawan Hafid Syaifudin Probability 32


Example 4 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability
Suppose we roll a die once.
A = the number is even
B = the number is > 3
⇒ The events A and B will be dependent, since
1
P(A) =
2
1
P(B ) =
2
2
P(A ∩ B ) = P(4 or 6 occurs) = 6= P(A).P(B )
6

Wawan Hafid Syaifudin Probability 33


Exercise 2
Probability

Wawan
Hafid
Syaifudin

Probability

If A and B are independent events. Show that Ac and B are independent.


Similarly A and B c are independent.

Wawan Hafid Syaifudin Probability 34


Boole’s and Benferroni’s inequality
Probability

Wawan
Hafid
Syaifudin
Boole’s inequality
Probability

If A1 , A2 , A3 , ... is a sequence of events, then


∞ ∞
!
P ∑ PAi
[
Ai ≤
i =1 i =1

Benferroni’s inequality

If A1 , A2 , A3 , ..., Ak are events, then


!
k k
P ∑ PAi
\
Ai ≥ 1−
i =1 i =1

Wawan Hafid Syaifudin Probability 35


The Partition Rule
Probability

Wawan
Hafid
Syaifudin If P(A ∩ B ) = 0.52 and P(A ∩ B c ) = 0.14, what is P(A)?
Probability
P(A) is made up of two parts:
the part of A contained in B
the part of A contained in B c

Wawan Hafid Syaifudin Probability 36


Law of total probability
Probability

Wawan
Hafid
So we have the rule:
Syaifudin

Probability
P(A) = P(A ∩ B ) + P(A ∩ B c )

and P(A) = P(A ∩ B ) + P(A ∩ B c ) = 0.52 + 0.14 = 0.66

More generally, if B1 , B2 , ..., Bn are a set of mutually exclusive events, then


for any event A we have

n n
P(A) = ∑ P(A ∩ Bi ) = ∑ P(Bi )P(A|Bi )
i =1 i =1

We call it as law of total probability.

Wawan Hafid Syaifudin Probability 37


Tree diagram of the law of total probability
Probability

Wawan
Hafid
Syaifudin

Probability

Figure: Tree diagram of the law of total probability

Wawan Hafid Syaifudin Probability 38


Example 5
Probability

Wawan
Hafid
Syaifudin

Probability Two cards are drawn without replacement from a deck of cards. Let A1
denote the event of getting ”an ace on the first draw” and A2 denote the
event of getting ”an ace on the second draw.”

A1 Ac1
A2 4.3 48.4 4.51
Ac2 4.48 48.47 48.51
4.51 48.51 52.51

The probability of getting ”an ace on the first draw and an ace on the second
draw” is given by
4 3
P(A1 ∩ A2 ) = .
52 51

Wawan Hafid Syaifudin Probability 39


Example 5 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability Suppose we are interested in P(A1 ) without regard to what happens on the
second draw. First note that A1 may be partitioned as

A1 = (A1 ∩ A2 ) ∪ (A1 ∩ Ac2 )


so that

P(A1 ) = P(A1 ∩ A2 ) + P(A1 ∩ Ac2 )


4 3 4 48
= . + .
52 51 52 51
4 51 4
= . =
51 52 52

Wawan Hafid Syaifudin Probability 40


Example 5 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability
The conditional probability that an ace is drawn on the second draw given
that an ace was obtained on the first draw is

P(A1 ∩ A2 )
P ( A2 | A1 ) =
P ( A1 )
(4.3)/(52.51)
=
(4)/(52)
3
=
51

Wawan Hafid Syaifudin Probability 41


Bayes Rule
Probability

Wawan
Hafid
Syaifudin

Probability

Bayes Rule is a very powerful probability law.


Example:
Let D be a disease and S a symptom. A doctor may be interested in
P(D |S ). This is a hard probability to assign. A probability that is much
easier to calculate is P(S |D ) i.e. from patient records.
The power of Bayes Rule is its ability to take P(S |D ) and calculate P(D |S )

Wawan Hafid Syaifudin Probability 42


Bayes Rule (Continued)
Probability

Wawan
Hafid
Syaifudin
Let S be a set and let A = {A1 , A2 , ..., An } be a collection of subsets of S.
Probability The collection A is called a partition of S if
Sn
S= i =1 Ai
Ai ∩ Aj = ∅ for i 6= j

Wawan Hafid Syaifudin Probability 43


Bayes Rule (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability We have actually already seen a version of Bayes Rule before

P(A ∩ B )
P(B |A) =
P(A)
Using the Multiplication Law we can re-write this as

P(A ∩ B ) P(A|B ).P(B )


P(B |A) = =
P(A) P(A)

⇒We call it as Bayes Rule.

Wawan Hafid Syaifudin Probability 44


Bayes Rule (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Let S be a set and let A = {A1 , A2 , ..., An } be a collection of subsets of S. In


general, we can rewrite Bayes rule as:

P(Ai )P(B |Ai )


P(Ai |B ) =
∑ni=1 P(Ai )P(B |Ai )

Wawan Hafid Syaifudin Probability 45


Example 6
Probability

Wawan
Hafid
Syaifudin

Probability
Two boxes containing marbles are placed on a table. The boxes are labeled B1
and B2 . Box B1 contains 7 green marbles and 4 white marbles. Box B2
contains 3 green marbles and 10 yellow marbles. The boxes are arranged so
that the probability of selecting box B1 is 31 and the probability of selecting
box B2 is 23 . Kathy is blindfolded and asked to select a marble. She will win a
color TV if she selects a green marble.
1 What is the probability that Kathy will win the TV (that is, she will
select a green marble)?
2 If Kathy wins the color TV, what is the probability that the green marble
was selected from the first box?

Wawan Hafid Syaifudin Probability 46


Example 6 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Wawan Hafid Syaifudin Probability 47


Example 6 (Continued)
Probability Given that Kathy won the TV, the probability that the green marble was
Wawan selected from B1 is
Hafid
Syaifudin

Probability

P(A|B1 ).P(B1 )
P(B1 |A) =
P(A|B1 ).P(B1 ) + P(A|B2 ).P(B2 )
7
 1
11 3 
= 7
 1
 3 2

11 3 + 13 3
91
=
157
Wawan Hafid Syaifudin Probability 48
Exercise 3
Probability

Wawan
Hafid
Syaifudin
A box contains 100 microchips, some of which were produced by factory 1 and
Probability
the rest by factory 2. Some of the microchips are defective and some are good
(nondefective). An experiment consists of choosing one microchip at random
from the box and testing whether it is good or defective.
Let A be the event ”obtaining a defective microchip”; consequently, Ac is the
event ”obtaining a good microchip”. Let B1 be the event ”produced by shift
1” (factory 1), B2 the event ”produced by shift 2” (factory 1), and B3 the
event ”produced by factory 2”. The table below gives the number of
microchips in each category.

B1 B2 B3 Totals
A 5 10 5 20
Ac 20 25 35 80
Totals 25 35 40 100

Wawan Hafid Syaifudin Probability 49


Exercise 3 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Wawan Hafid Syaifudin Probability 50


Exercise 3 (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Find:
1 P(B1 ), P(B2 ) and P(B3 )
2 P(A), and P(Ac )
3 P(A|B1 ), P(A|B2 ), and P(A|B3 )
4 P(A)
5 P(A) using law of total probability

Wawan Hafid Syaifudin Probability 51


Example 7
Probability

Wawan
Hafid
Syaifudin

Probability A man starts at the point O on the map shown in Figure.

He first chooses a path at random and follows it to point B1 , B2 or B3 . From


that point, he chooses a new path at random and follows it to one of the
points Ai , i = 1, 2, ..., 7.

Wawan Hafid Syaifudin Probability 52


Example 7 (Continued)
Probability

Wawan
Hafid
Syaifudin It might be of interest to know the probability that the man arrives at point
A4 . This can be computed from the Law of Total Probability:
Probability

P(A4 ) = P(B1 )P(A4 |B1 ) + P(B2 )P(A4 |B2 ) + P(B3 )P(A4 |B3 )
         
1 1 1 1 1 1
= + + (0) =
3 4 3 2 3 4

Suppose the man arrives at point A4 , but it is not known which route he took.
The probability that he passed through a particular point,B1 , B2 or B3 , can be
computed from Bayes’ Rule. For example,
P(B1 )P(A4 |B1 )
P(B1 |A4 ) =
P(B1 )P(A4 |B1 ) + P(B2 )P(A4 |B2 ) + P(B3 )P(A4 |B3 )
(1/3)(1/4) 1
= =
(1/3)(1/4) + (1/3)(1/2) + (1/3)(0) 3

Wawan Hafid Syaifudin Probability 53


Counting technique: Multiplication principle
Probability

Wawan
Hafid
Syaifudin
If there are N possible outcomes of each of r trials of an experiment, then
Probability there are N r possible outcomes in the sample space.

For example: How many ways can a 20-question true-false test be answered?
The answer is 220 .

Another example:
If five cards are drawn from a deck of 52 cards with replacement, then there
are 525 possible hands.
If the five cards are drawn without replacement, then the more general
multiplication principle may be applied to determine that there are
52.51.50.49.48 possible hands.
In the first case, the same card may occur more than once in the same hand.
In the second case, however, a card may not be repeated.

Wawan Hafid Syaifudin Probability 54


Counting technique: Multiplication principle (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

Note that in both cases in the above example, order is considered impor-
tant.
If order had not been considered important, both of these outcomes would
be considered the same.
This introduces the concept of distinguishable and indistinguishable ele-
ments.
It is common practice to assume that order is not important when drawing
without replacement, unless otherwise specified.

Wawan Hafid Syaifudin Probability 55


Permutations and Combinations
Probability

Wawan
Hafid
Syaifudin

Probability

In some situtaions we observe a specific pattern from a large number of


possible patterns.
To calculate the probability of the pattern we need to count the number
of ways our pattern could have arisen.
This is why we need to learn about permutations and combinations.

Wawan Hafid Syaifudin Probability 56


Permutations of n objects
Probability

Wawan
Hafid
Syaifudin

Probability

Consider 2 objects A B

Q: How many ways can they be arranged?


i.e. how many permutations are there?

A: 2 ways AB BA

Wawan Hafid Syaifudin Probability 57


Permutations of n objects (Continued)
Probability

Wawan
Hafid Consider 2 objects A B C
Syaifudin

Probability Q: How many ways can they be arranged?

A: 6 ways ABC ACB BCA BAC CAB CBA

Consider 2 objects A B C D

Q: How many ways can they be arranged?

A: 24 ways

There is a pattern emerging here.

No. of objects 2 3 4 5 6 ...


No. of permutations 2 6 24 120 720 ...

Wawan Hafid Syaifudin Probability 58


Permutations
Probability

Wawan
Hafid
Syaifudin

Probability In general, the number of permutations of n objects is

n (n − 1)(n − 2)...(3)(2)(1) = n!
We say there are n Pr permutations of r objects chosen from n. The formula

for n Pr is given by:

n!
n Pr =
(n − r ) !

Wawan Hafid Syaifudin Probability 59


Combinations of r objects from n
Probability

Wawan
Hafid
Syaifudin

Probability
Now consider the number of ways of choosing 2 objects from 4 when the order
doesnt matter. We just want to count the number of possible combinations.

We know that there are 12 permutations when choosing 2 objects from 4.


These are

AB AC AD BC BD CD
BA CA DA CB DB DC
Notice how the permutations are grouped in 2s which are the same
combination of letters.
Thus there are 12/2 = 6 possible combinations.
AB AC AD BC BD CD

Wawan Hafid Syaifudin Probability 60


Combinations
Probability

Wawan
Hafid
Syaifudin

Probability
We say there are n Cr combinations of r objects chosen from n. The formula
for n Cr is given by:

n!
n Cr =
(n − r )!r !

Another way of writing this formula that makes it clearer is

n Pr
n Cr =
r!

Wawan Hafid Syaifudin Probability 61


Example 8
Probability

Wawan
Hafid
Syaifudin
In the National Lottery you need to choose 6 balls from 49.
Probability

What is the probability that I choose all 6 balls correctly?

No. of ways of choosing the 6 correct balls


P(6 correct) =
No. of ways of choosing 6 balls
6 P6
=
49 P6
(6!)/(6!)
=
(49)!/(43!)
6.5.4.3.2.1
=
49.48.47.46.45.44
= 0.0000000715112

Wawan Hafid Syaifudin Probability 62


Partitioning
Probability

Wawan
Hafid
Syaifudin

Probability

Let us select r objects fromn distinct objects and place them in a box or
”cell,” and then place the remaining n − r objects in a second cell. Clearly,
there are (xn ) ways of doing this (because permuting the objects within a cell
will not produce a new result), and this is referred to as the number of ways of
partitioning n objects into two cells with r objects in one cell and n − r in the
other, The concept generalizes readily to partitioning n distinct objects into
more than two cells.

Wawan Hafid Syaifudin Probability 63


Partitioning (Continued)
Probability

Wawan
Hafid
Syaifudin

Probability

The number of ways of partitioning a set of n objects into k cells with r1


objects in the first cell, r2 in the second cell, and so forth is

n!
r1 !r2 ! · · · rk !
where ∑ki=1 ri = n

Wawan Hafid Syaifudin Probability 64


Example 9
Probability

Wawan
Hafid
Syaifudin

Probability

How many ways can you distribute 12 different popsicles equally among four
children?

Solution:

12!
= 369, 600
3!3!3!3!

Wawan Hafid Syaifudin Probability 65


Example 10
Probability

Wawan
Hafid
Syaifudin

Probability

Sampling without replacement

A box contains 10 black marbles and 20 white marbles, and five marbles are
selected without replacement The probability of getting exactly two black
marbles is

(10 20
2 )( 3 )
P(exactly 2 black) = = 0.360
(30
5)

Wawan Hafid Syaifudin Probability 66


Example 11
Probability

Wawan
Hafid
Syaifudin

Probability

Sampling with replacement

A box contains 10 black marbles and 20 white marbles, and five marbles are
selected with replacement The probability of getting exactly two black marbles
is

   2  3
5 10 20
P(exactly 2 black) =
2 30 30
Note that in this case the outcomes on each draw are independent.

Wawan Hafid Syaifudin Probability 67


Exercise 4
Probability

Wawan
Hafid
Syaifudin

Probability

The Mathematics Department of the University of Waterloo consists of 8


professors, 6 associate professors, and 13 assistant professors. In how many of
all possible samples of size 4, chosen without replacement, will every type of
professor be represented?

Wawan Hafid Syaifudin Probability 68


Exercise 5
Probability

Wawan
Hafid
Syaifudin

Probability

Bill, George, and Ross, in order, roll a die. The first one to roll an even
number wins and the game is ended. What is the probability that Bill will win
the game?

Wawan Hafid Syaifudin Probability 69


Exercise 6
Probability

Wawan
Hafid
Syaifudin

Probability

Five fair dice are thrown. What is the probability that a full house is thrown
(that is, where two dice show one number and other three dice show a second
number)?

Wawan Hafid Syaifudin Probability 70


Exercise 7
Probability

Wawan
Hafid
Syaifudin

Probability

An urn contains 3 red balls, 2 green balls and 1 yellow ball. Three balls are
selected at random and without replacement from the urn. What is the
probability that at least 1 color is not drawn?

Wawan Hafid Syaifudin Probability 71


Exercise 8
Probability

Wawan
Hafid
Syaifudin

Probability

Mr. Joe plants 10 rose bushes in a row. Eight of the bushes are white and two
are red, and he plants them in random order. What is the probability that he
will consecutively plant seven or more white bushes?

Wawan Hafid Syaifudin Probability 72


Exercise 9
Probability

Wawan
Hafid
Syaifudin

Probability

Let A and B be independent events with P(A) = P(B ) and P(A ∪ B ) = 0.5.
What is the probability of the event A?

Wawan Hafid Syaifudin Probability 73


Exercise 10
Probability

Wawan
Hafid
Syaifudin

Probability

English and American spelling are rigour and rigor, respectively. A man
staying at Al Rashid hotel writes this word, and a letter taken at random from
his spelling is found to be a vowel. If 40 percent of the English-speaking men
at the hotel are English and 60 percent are American, what is the probability
that the writer is an Englishman?

Wawan Hafid Syaifudin Probability 74


Exercise 11
Probability

Wawan
Hafid
Syaifudin

Probability

A diagnostic test for a certain disease is said to be 90% accurate in that, if a


person has the disease, the test will detect with probability 0.9. Also, if a
person does not have the disease, the test will report that he or she doesnt
have it with probability 0.9. Only 1% of the population has the disease in
question.
If the diagnostic test reports that a person chosen at random from the
population has the disease, what is the conditional probability that the person,
in fact, has the disease?

Wawan Hafid Syaifudin Probability 75


Exercise 12
Probability

Wawan
Hafid
Syaifudin

Probability

Suppose Q and S are independent events such that the probability that at
least one of them occurs is 13 and the probability that Q occurs but S does
not occur is 91 . What is the probability of S?

Wawan Hafid Syaifudin Probability 76


Exercise 13
Probability

Wawan
Hafid
Syaifudin

Probability

A cookie jar has 3 red marbles and 1 white marble. A shoebox has 1 red
marble and 1 white marble. Three marbles are chosen at random without
replacement from the cookie jar and placed in the shoebox. Then 2 marbles
are chosen at random and without replacement from the shoebox. What is
the probability that both marbles chosen from the shoebox are red?

Wawan Hafid Syaifudin Probability 77

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